01 - Preheat oven to 425°F. Line a baking sheet with parchment paper.
02 - Toss bell pepper, zucchini, red onion, and cherry tomatoes with olive oil, salt, and pepper. Spread evenly on prepared baking sheet.
03 - Roast vegetables for 15 to 18 minutes, stirring once, until tender and lightly caramelized. Remove from oven and reduce temperature to 375°F.
04 - In a large bowl, whisk together eggs, milk, thyme, smoked paprika, salt, and pepper until well combined.
05 - Lightly grease a 10-inch ovenproof skillet. Arrange roasted vegetables evenly in skillet and pour egg mixture over them.
06 - Sprinkle crumbled goat cheese evenly over the egg mixture.
07 - Bake in preheated 375°F oven for 18 to 22 minutes, or until frittata is puffed and center is set.
08 - Cool for 5 minutes, garnish with fresh herbs, then slice and serve warm or at room temperature.